KLAC vs. WDC
KLAC (KLA Corporation) and WDC (Western Digital Corporation) are both stocks. Both are in the Technology sector — KLAC in Semiconductor Equipment & Materials, WDC in Computer Hardware. Over the past 10 years, KLAC returned 42.36%/yr vs 32.86%/yr for WDC. At a 0.39 correlation, their price movements are largely independent.
Performance
KLAC vs. WDC - Performance Comparison
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Returns By Period
In the year-to-date period, KLAC achieves a 73.94% return, which is significantly lower than WDC's 206.10% return. Over the past 10 years, KLAC has outperformed WDC with an annualized return of 42.36%, while WDC has yielded a comparatively lower 32.86% annualized return.
KLAC
- 1D
- 9.27%
- 1M
- 12.92%
- YTD
- 73.94%
- 6M
- 72.59%
- 1Y
- 162.58%
- 3Y*
- 66.83%
- 5Y*
- 47.83%
- 10Y*
- 42.36%
WDC
- 1D
- 2.97%
- 1M
- 9.81%
- YTD
- 206.10%
- 6M
- 210.59%
- 1Y
- 852.85%
- 3Y*
- 160.14%
- 5Y*
- 56.39%
- 10Y*
- 32.86%
KLAC vs. WDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KLAC KLA Corporation | 73.94% | 94.48% | 9.36% | 56.05% | -11.20% | 68.05% | 47.94% | 103.99% | -12.49% | 36.80% |
WDC Western Digital Corporation | 206.10% | 283.68% | 13.86% | 65.99% | -51.62% | 17.73% | -10.89% | 77.14% | -51.90% | 19.83% |
Correlation
The correlation between KLAC and WDC is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.39 |
The correlation between KLAC and WDC shifts across timeframes, from 0.39 (all time) to 0.59 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
KLAC:
$35.29
WDC:
$23.29
KLAC:
59.74
WDC:
22.63
KLAC:
2.23
WDC:
0.53
KLAC:
21.30
WDC:
12.46
KLAC:
$13.10B
WDC:
$11.78B
KLAC:
$8.09B
WDC:
$5.35B
KLAC:
$5.77B
WDC:
$10.88B
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Return for Risk
KLAC vs. WDC — Risk / Return Rank
KLAC
WDC
KLAC vs. WDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KLA Corporation (KLAC) and Western Digital Corporation (WDC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| KLAC | WDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -9.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.40 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.94 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 7.30 | 41.84 | -34.53 |
| Martin ratioReturn relative to average drawdown | 23.22 | 146.77 | -123.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KLAC | WDC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.43 | 13.33 | -9.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 1.17 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.68 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.20 | +0.25 |
Drawdowns
KLAC vs. WDC - Drawdown Comparison
The maximum KLAC drawdown since its inception was -83.74%, smaller than the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for KLAC and WDC.
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Drawdown Indicators
| KLAC | WDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.74% | -96.20% | +12.46% |
Max Drawdown (1Y)Largest decline over 1 year | -22.41% | -20.59% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -34.95% | -49.65% | +14.70% |
Max Drawdown (5Y)Largest decline over 5 years | -40.28% | -59.68% | +19.40% |
Max Drawdown (10Y)Largest decline over 10 years | -40.28% | -70.49% | +30.21% |
Current DrawdownCurrent decline from peak | -1.08% | -11.28% | +10.20% |
Average DrawdownAverage peak-to-trough decline | -29.34% | -52.09% | +22.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.03% | 5.86% | +1.17% |
Volatility
KLAC vs. WDC - Volatility Comparison
The current volatility for KLA Corporation (KLAC) is 19.61%, while Western Digital Corporation (WDC) has a volatility of 20.86%. This indicates that KLAC experiences smaller price fluctuations and is considered to be less risky than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KLAC | WDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.61% | 20.86% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 40.06% | 52.91% | -12.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.74% | 64.74% | -17.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.46% | 48.62% | -5.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.64% | 48.52% | -6.88% |
Dividends
KLAC vs. WDC - Dividend Comparison
KLAC's dividend yield for the trailing twelve months is around 0.38%, more than WDC's 0.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KLAC KLA Corporation | 0.38% | 0.61% | 0.96% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% |
WDC Western Digital Corporation | 0.09% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 3.33% |
Financials
KLAC vs. WDC - Financials Comparison
This section allows you to compare key financial metrics between KLA Corporation and Western Digital Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
KLAC vs. WDC - Profitability Comparison
KLAC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported a gross profit of 2.09B and revenue of 3.42B. Therefore, the gross margin over that period was 61.1%.
WDC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a gross profit of 1.68B and revenue of 3.34B. Therefore, the gross margin over that period was 50.2%.
KLAC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported an operating income of 1.41B and revenue of 3.42B, resulting in an operating margin of 41.2%.
WDC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported an operating income of 1.14B and revenue of 3.34B, resulting in an operating margin of 34.0%.
KLAC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported a net income of 1.20B and revenue of 3.42B, resulting in a net margin of 35.2%.
WDC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a net income of 3.21B and revenue of 3.34B, resulting in a net margin of 96.0%.
Frequently Asked Questions
KLAC and WDC have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDC has higher volatility (20.86%) compared to KLAC (19.61%). In terms of maximum drawdown, KLAC dropped -83.74% vs WDC's -96.20%.
WDC currently has the higher Sharpe Ratio (13.33 vs 3.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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